James, Todd.
Interest rate derivatives a practical guide to applications, pricing and modelling Todd James. - ix, 354 páginas ilustrado 24 cm.
Incluye referencias bibliográficas e índice.
Financial mathematics -- Short-Term interest rates and futures -- Bonds: Pricing, risk and hedging -- Interest rate swaps -- Deriving a zero coupon curve -- Asset and liability swaps: Cashflows and pricing -- Hedging and trading interest rate swaps -- Cross-currency interest rate swaps -- Interest rate options -- Further interest rate swaps and options -- Financial accounting: IAS39 financial instruments recognition and measurement
1904339948 9781904339946
Derivative securities
Interest rate futures
Valores derivados (finanzas)
Tasas de interés
333.82 / J27i
Interest rate derivatives a practical guide to applications, pricing and modelling Todd James. - ix, 354 páginas ilustrado 24 cm.
Incluye referencias bibliográficas e índice.
Financial mathematics -- Short-Term interest rates and futures -- Bonds: Pricing, risk and hedging -- Interest rate swaps -- Deriving a zero coupon curve -- Asset and liability swaps: Cashflows and pricing -- Hedging and trading interest rate swaps -- Cross-currency interest rate swaps -- Interest rate options -- Further interest rate swaps and options -- Financial accounting: IAS39 financial instruments recognition and measurement
1904339948 9781904339946
Derivative securities
Interest rate futures
Valores derivados (finanzas)
Tasas de interés
333.82 / J27i